OpenGamma / OpenSIMMLinks
Reference implementation of the ISDA-proposed Standard Initial Margin Model (SIMM) for non-cleared derivatives
☆29Updated 8 years ago
Alternatives and similar repositories for OpenSIMM
Users that are interested in OpenSIMM are comparing it to the libraries listed below
Sorting:
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆57Updated 6 years ago
- Automatically exported from code.google.com/p/maygard☆19Updated 10 years ago
- The AQ2o repository.☆43Updated 7 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆130Updated this week
- ☆124Updated 9 years ago
- QuantComponents - Free Java components for Quantitative Finance and Algorithmic Trading☆165Updated 7 years ago
- If you are professionals, retailers or even organisms trading on a financial market, you know that data given on online platforms is not …☆34Updated 10 years ago
- A repository for q/kdb+ programs.☆40Updated 9 years ago
- A Java framework for backtesting and trading☆54Updated 7 years ago
- Quantitative Finance Library for Java by Idylwood Technologies☆53Updated 11 years ago
- Java library for high frequency portfolio analysis, intraday backtesting and optimization☆20Updated 8 years ago
- Python API for sentosa trading system☆42Updated 9 years ago
- Studio for kdb+ / Rapid execution environment for q☆97Updated 4 years ago
- Blog system for quant☆39Updated 9 years ago
- Credit Default Swap Pricer☆18Updated 2 years ago
- Ultra Low Latency Trading Framework (Fix Engine, OMS, FastFix, ETI, Algo Container)☆191Updated 9 years ago
- Unofficial tradelink mirror (tradelink.org).☆29Updated 13 years ago
- ☆20Updated last year
- The Thalesians' Python library☆64Updated 8 years ago
- Algo execution engine☆94Updated 9 years ago
- JQuantLib is a library for Quantitative Finance written in 100% Java☆144Updated 9 years ago
- The project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation…☆66Updated 10 years ago
- Utility framework for back-testing technical trading strategies in Python.☆83Updated 5 years ago
- Stock Market Relational Model/Schema (SQLAlchemy)☆24Updated 8 years ago
- Proprietary trading solution for high-frequency trading (HFT) and statistical arbitrage algorithms☆88Updated 11 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- Open Source algorithmic trading platform in Java / Python☆99Updated 7 years ago
- FX algorithm trading system with Java/kdb. (Open Source limited version)☆39Updated 9 years ago
- Library of algorithm scripts for Quantopian☆182Updated 7 years ago
- Dashboard☆46Updated 8 years ago